+75.8%
BND vs EFV
+132.4%
-56.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | -0.7% | +8.4% | -9.1% | -0.7% |
| 6M | -1.7% | +12.3% | -14.0% | -1.7% |
| YTD | -0.5% | +17.4% | -17.9% | -0.5% |
| 1Y | +0.4% | +27.1% | -26.8% | +0.4% |
| 3Y | +13.1% | +90.7% | -77.6% | +13.4% |
| 5Y | -2.1% | +95.6% | -97.7% | -1.9% |
| 10Y | +15.7% | +165.3% | -149.6% | +16.4% |
| All | +75.8% | +132.4% | -56.6% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling